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HVM

Harvest Volatility Management Portfolio holdings

AUM $4.39M
1-Year Est. Return 13.08%
This Fund
S&P 500
This Quarter Est. Return
-0.1%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.14B
AUM Growth
+$901M
Cap. Flow
+$932M
Cap. Flow %
43.55%
Top 10 Hldgs %
79.95%
Holding
115
New
3
Increased
105
Reduced
–
Closed
7

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$394M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$182M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$92.1M
4
TIP icon
iShares TIPS Bond ETF
TIP
+$32.6M
5
IYR icon
iShares US Real Estate ETF
IYR
+$31.6M

Top Sells

Rank Stock Value
1
XHB icon
State Street SPDR S&P Homebuilders ETF
XHB
+$21.4M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$14.2M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$14.2M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$14.1M
5
ITB icon
iShares US Home Construction ETF
ITB
+$7.14M

Sector Composition

Rank Sector Weight
1 Miscellaneous 69.91%
2 Technology 14.04%
3 Communication Services 5.69%
4 Consumer Discretionary 5.16%
5 Healthcare 2.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MRNA icon
26
Moderna
MRNA
$57B
$7.16M 0.33%
18,605
+7,076
+61% +$2.61M
INTU icon
27
Intuit
INTU
$95.2B
$6.8M 0.32%
12,605
+4,757
+61% +$2.56M
HON icon
28
Honeywell
HON
$69.9B
$6.76M 0.32%
+33,800
New +$7.21M
QCOM icon
29
Qualcomm
QCOM
$176B
$6.71M 0.31%
52,055
+19,635
+61% +$2.79M
CHTR icon
30
Charter Communications
CHTR
$17.7B
$6.16M 0.29%
8,462
+3,050
+56% +$2.31M
SBUX icon
31
Starbucks
SBUX
$122B
$6M 0.28%
54,417
+20,556
+61% +$2.41M
AMD icon
32
Advanced Micro Devices
AMD
$778B
$5.76M 0.27%
55,971
+21,051
+60% +$2.15M
AMGN icon
33
Amgen
AMGN
$236B
$5.57M 0.26%
26,192
+9,690
+59% +$2.23M
ISRG icon
34
Intuitive Surgical
ISRG
$130B
$5.45M 0.25%
16,431
+6,237
+61% +$2.09M
AMAT icon
35
Applied Materials
AMAT
$383B
$5.36M 0.25%
41,653
+15,399
+59% +$2.09M
BKNG icon
36
Booking.com
BKNG
$152B
$4.42M 0.21%
46,550
+17,175
+58% +$1.54M
ADI icon
37
Analog Devices
ADI
$181B
$4.15M 0.19%
24,785
+14,189
+134% +$2.38M
GILD icon
38
Gilead Sciences
GILD
$185B
$4.04M 0.19%
57,859
+21,814
+61% +$1.53M
ADP icon
39
Automatic Data Processing
ADP
$113B
$3.9M 0.18%
19,507
+7,280
+60% +$1.5M
MELI icon
40
Mercado Libre
MELI
$97.9B
$3.81M 0.18%
2,268
+838
+59% +$1.45M
MDLZ icon
41
Mondelez International
MDLZ
$79.7B
$3.75M 0.18%
64,512
+24,152
+60% +$1.5M
LRCX icon
42
Lam Research
LRCX
$399B
$3.72M 0.17%
65,300
+24,450
+60% +$1.49M
MU icon
43
Micron Technology
MU
$1.06T
$3.69M 0.17%
51,959
+19,734
+61% +$1.48M
FISV
44
Fiserv Inc
FISV
$28B
$3.31M 0.15%
30,545
+11,384
+59% +$1.27M
CSX icon
45
CSX Corp
CSX
$95.5B
$3.09M 0.14%
104,046
+38,772
+59% +$1.24M
REGN icon
46
Regeneron Pharmaceuticals
REGN
$83.2B
$2.93M 0.14%
4,848
+1,854
+62% +$1.15M
ILMN icon
47
Illumina
ILMN
$34.4B
$2.93M 0.14%
7,425
+3,114
+72% +$1.43M
ZM icon
48
Zoom
ZM
$29.3B
$2.9M 0.14%
11,108
+4,326
+64% +$1.46M
ADSK icon
49
Autodesk
ADSK
$57.1B
$2.9M 0.14%
10,151
+3,841
+61% +$1.18M
ASML icon
50
ASML
ASML
$666B
$2.78M 0.13%
3,730
+1,451
+64% +$1.14M
1
2
3 4 5

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Harvest Volatility Management's Q3 2021 Portfolio in Review

As of Q3 2021, Harvest Volatility Management held 115 positions worth $2.14B, up 73% from $1.24B the previous quarter. Its ten largest holdings account for 80% of the portfolio.

Harvest Volatility Management deployed $932M of net new capital in Q3 2021, opening 3 new positions and adding to 105 existing holdings. Its largest new stake was iShares US Real Estate ETF: 296,502 shares worth $30.4M.

By sector, the portfolio is most concentrated in Miscellaneous at 70% of assets, up from 68% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the most notable exit was State Street SPDR S&P Homebuilders ETF, an estimated $21.4M sold.

  • Harvest Volatility Management's largest Q3 2021 buy was iShares US Real Estate ETF: 296,502 shares worth $30.4M.
  • Harvest Volatility Management added most to State Street SPDR S&P 500 ETF Trust in Q3 2021, an estimated $394M increase.
  • Harvest Volatility Management fully exited State Street SPDR S&P Homebuilders ETF in Q3 2021, selling an estimated $21.4M.
  • Harvest Volatility Management's ten largest holdings make up 80% of its $2.14B portfolio in Q3 2021.
  • Harvest Volatility Management opened 3 new positions and closed 7 in Q3 2021.
  • Harvest Volatility Management's portfolio value rose 73% quarter-over-quarter to $2.14B.

Based on Harvest Volatility Management's 13F filing for Q3 2021, filed 15 Nov 2021.